Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
09.02.2023 | 2.80% | 0.35 | 0.36 | 150'000 | 100'000 | 146'393 | 100'000 | 51'621 | 36'295 | 99.16% | 99.16% |
08.02.2023 | 2.66% | 0.38 | 0.39 | 140'000 | 100'000 | 140'587 | 100'000 | 52'081 | 38'088 | 100.00% | 100.00% |
07.02.2023 | 2.83% | 0.36 | 0.37 | 140'000 | 100'000 | 148'619 | 100'000 | 51'839 | 35'893 | 100.00% | 100.00% |
06.02.2023 | 3.02% | 0.33 | 0.34 | 160'000 | 100'000 | 158'493 | 100'000 | 51'621 | 33'705 | 100.00% | 100.00% |
03.02.2023 | 3.20% | 0.34 | 0.35 | 150'000 | 100'000 | 168'361 | 100'000 | 51'696 | 31'818 | 99.11% | 99.11% |
02.02.2023 | 4.07% | 0.24 | 0.25 | 220'000 | 100'000 | 212'495 | 100'000 | 51'187 | 25'224 | 99.59% | 99.59% |
01.02.2023 | 3.10% | 0.29 | 0.30 | 180'000 | 100'000 | 161'804 | 100'000 | 51'349 | 32'980 | 99.88% | 99.88% |
31.01.2023 | 2.58% | 0.38 | 0.39 | 140'000 | 100'000 | 136'299 | 100'000 | 52'123 | 39'277 | 100.00% | 100.00% |
30.01.2023 | 2.24% | 0.44 | 0.45 | 120'000 | 100'000 | 119'997 | 100'000 | 52'881 | 45'068 | 100.00% | 100.00% |
27.01.2023 | 2.18% | 0.46 | 0.47 | 110'000 | 100'000 | 116'111 | 100'000 | 52'652 | 46'363 | 99.43% | 99.43% |